Anic Equity¶

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Total return since start: 0.617 %¶

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Equity now: -----------------------------> 49385.6 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45324.06 Kr¶

PnL: ---------------------------------------> 268.06 Kr¶

DD now: ---------------------------------> -7.031 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 09:59:01.355774'

Anic Portfolio¶

Today¶

Return: -0.67 %¶

This Week¶

Return: 0.167 %¶

Total portfolio value¶

Return including deposits: 61.676 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.040000 1666.980000 197.980000 13.480000 1468.999998
Orrön Energy 180 0.940000 2223.000000 180.000000 8.810000 2043.000000
Sedana Medical 93 -2.520000 2594.700000 73.700000 2.920000 2521.000011
Atrium Ljungberg B 5 -0.400000 991.000000 56.000000 5.990000 935.000000
Platzer Fastigheter Holding B 12 -1.650000 1003.200000 42.200000 4.390000 960.999996
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Hexatronic Group 12 0.070000 1002.480000 35.480000 3.670000 966.999996
JM 6 -0.470000 898.200000 34.200000 3.960000 864.000000
Sagax B 4 -1.030000 888.000000 34.000000 3.980000 854.000000
Hoist Finance 35 -0.520000 1011.500000 31.500000 3.210000 980.000000
Catena 2 -1.860000 823.200000 31.200000 3.940000 792.000000
OX2 13 1.290000 967.200000 17.200000 1.810000 949.999999
VEF 909 -2.190000 1867.090000 17.090000 0.920000 1850.000436
Biotage 7 -0.370000 954.100000 13.100000 1.390000 940.999997
Bilia A 8 -0.440000 912.000000 12.000000 1.330000 900.000000
HEXPOL B 9 0.440000 1032.300000 11.300000 1.110000 1020.999996
Byggmax Group 33 -0.750000 966.240000 10.240000 1.070000 956.000001
BioGaia B 8 -1.090000 940.000000 10.000000 1.080000 930.000000
Gränges 9 -0.480000 937.800000 9.800000 1.060000 927.999999
AcadeMedia 8 -0.590000 404.000000 2.000000 0.500000 402.000000
Clas Ohlson B 12 -1.040000 973.800000 0.800000 0.080000 972.999996
ASSA ABLOY B 3 -0.420000 776.400000 -2.600000 -0.330000 779.000001
EQT 4 -1.390000 824.800000 -7.200000 -0.870000 832.000000
Nordic Waterproofing Holding 7 -0.730000 946.400000 -20.600000 -2.130000 966.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Addnode Group B 11 -0.240000 899.800000 -21.200000 -2.300000 921.000003
SKF B 5 -0.140000 917.000000 -23.000000 -2.450000 940.000000
Alimak Group 11 -1.560000 904.200000 -23.800000 -2.560000 927.999996
Indutrade 5 -0.670000 1182.000000 -36.000000 -2.960000 1218.000000
Latour B 4 -0.690000 810.400000 -46.600000 -5.440000 857.000000
Vitec Software Group B 2 -2.080000 1037.000000 -50.000000 -4.600000 1087.000000
Bufab 3 -1.200000 1038.000000 -71.000000 -6.400000 1109.000001
Hexagon B 26 -1.630000 3377.400000 -83.600000 -2.420000 3461.000010
BHG Group 97 -0.910000 1368.670000 -90.330000 -6.190000 1458.999989
INVISIO 16 -0.660000 3592.000000 -97.000000 -2.630000 3689.000000
TOTAL 45324.060000 268.060000 -7.03073% 45056.000411

Updated:¶

'2023-07-05 09:59:18.089337'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶